CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9798 |
0.9736 |
-0.0062 |
-0.6% |
0.9983 |
| High |
0.9810 |
0.9808 |
-0.0002 |
0.0% |
0.9987 |
| Low |
0.9691 |
0.9717 |
0.0026 |
0.3% |
0.9691 |
| Close |
0.9716 |
0.9798 |
0.0082 |
0.8% |
0.9716 |
| Range |
0.0119 |
0.0091 |
-0.0028 |
-23.5% |
0.0296 |
| ATR |
0.0098 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
148,437 |
120,846 |
-27,591 |
-18.6% |
689,892 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0047 |
1.0014 |
0.9848 |
|
| R3 |
0.9956 |
0.9923 |
0.9823 |
|
| R2 |
0.9865 |
0.9865 |
0.9815 |
|
| R1 |
0.9832 |
0.9832 |
0.9806 |
0.9849 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9783 |
| S1 |
0.9741 |
0.9741 |
0.9790 |
0.9758 |
| S2 |
0.9683 |
0.9683 |
0.9781 |
|
| S3 |
0.9592 |
0.9650 |
0.9773 |
|
| S4 |
0.9501 |
0.9559 |
0.9748 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0497 |
0.9879 |
|
| R3 |
1.0390 |
1.0201 |
0.9797 |
|
| R2 |
1.0094 |
1.0094 |
0.9770 |
|
| R1 |
0.9905 |
0.9905 |
0.9743 |
0.9852 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9771 |
| S1 |
0.9609 |
0.9609 |
0.9689 |
0.9556 |
| S2 |
0.9502 |
0.9502 |
0.9662 |
|
| S3 |
0.9206 |
0.9313 |
0.9635 |
|
| S4 |
0.8910 |
0.9017 |
0.9553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9980 |
0.9691 |
0.0289 |
2.9% |
0.0104 |
1.1% |
37% |
False |
False |
139,534 |
| 10 |
1.0265 |
0.9691 |
0.0574 |
5.9% |
0.0113 |
1.2% |
19% |
False |
False |
138,762 |
| 20 |
1.0350 |
0.9691 |
0.0659 |
6.7% |
0.0095 |
1.0% |
16% |
False |
False |
115,348 |
| 40 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0089 |
0.9% |
13% |
False |
False |
110,280 |
| 60 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0083 |
0.8% |
13% |
False |
False |
86,279 |
| 80 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0078 |
0.8% |
13% |
False |
False |
64,764 |
| 100 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0070 |
0.7% |
13% |
False |
False |
51,821 |
| 120 |
1.0531 |
0.9691 |
0.0840 |
8.6% |
0.0060 |
0.6% |
13% |
False |
False |
43,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0046 |
|
1.618 |
0.9955 |
|
1.000 |
0.9899 |
|
0.618 |
0.9864 |
|
HIGH |
0.9808 |
|
0.618 |
0.9773 |
|
0.500 |
0.9763 |
|
0.382 |
0.9752 |
|
LOW |
0.9717 |
|
0.618 |
0.9661 |
|
1.000 |
0.9626 |
|
1.618 |
0.9570 |
|
2.618 |
0.9479 |
|
4.250 |
0.9330 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9786 |
0.9796 |
| PP |
0.9774 |
0.9793 |
| S1 |
0.9763 |
0.9791 |
|